+57.3%
DRAM vs SONY
+28.9%
+28.4%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.6% | -3.3% | -2.2% |
| 7D | +18.0% | -3.2% | +21.2% | +15.7% |
| 30D | -17.4% | +9.6% | -26.9% | -12.8% |
| 3M | -20.3% | +13.3% | -33.6% | -15.1% |
| 6M | -14.9% | +20.3% | -35.2% | -3.0% |
| All | +57.3% | +28.9% | +28.4% | +71.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SONY.
Daily Out/Under-Performance
Portfolio return minus SONY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SONY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded SONY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling